Wissen, was gut ist. Studieren in Chemnitz.

Working Papers und Preprints

  • R. Frey, T. Schmidt and L. Xu, "On Galerkin Approximations for the Zakai Equation with Diffusive and Point Process Observations", 2012, minor revision in SIAM Journal of Numerical Analysis. arXiv:1303.0975 [math.NA]

  • E. Eberlein, Z. Grabc and T. Schmidt. "Market models for CDOs driven by Levy processes.", 2012, under revision in SIAM Journal of Financial Mathematics. arXiv:1006.2012 [q-fin.PR]

  • R. Gaspar and T. Schmidt. "Credit Risk Modelling with Shot Noise Effects", 2011, submitted. pdf

  • R. Gaspar and T. Schmidt. "Quadratic Portfolio Credit Risk Models with Shot-Noise Effects". Stockholm School of Economics Working Paper Series - N0. 616. see here